-51.9%
TSLL vs SEDG
-87.7%
+35.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.5% | +1.3% | +6.1% |
| 7D | +5.8% | +12.1% | -6.3% | +2.6% |
| 30D | +21.7% | +14.7% | +7.0% | +17.2% |
| 3M | -28.2% | -43.0% | +14.8% | -17.6% |
| 6M | -29.5% | +9.0% | -38.5% | -34.3% |
| YTD | -47.5% | +26.3% | -73.8% | -53.9% |
| 1Y | -20.8% | +8.9% | -29.7% | -28.6% |
| 3Y | -26.7% | -75.5% | +48.8% | +9.7% |
| All | -51.9% | -87.7% | +35.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling